COVENANT

UNIVERSITY
OMEGA SEMESTER TUTORIAL KIT
(VOL. 2)

P R O G R A M M E : M AT H E M AT I C S
400 LEVEL

1
DISCLAIMER

The contents of this document are intended for practice and learning purposes at the undergraduate
level. The materials are from different sources including the internet and the contributors do not
in any way claim authorship or ownership of them. The materials are also not to be used for any
commercial purpose.

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LIST OF COURSES

MAT421: Optimization Theory

MAT422: Differential Equations
*MAT423: Theory of Measures
MAT424: Survey Methods & Quality Control
MAT425: System Theory

*Not included

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 COVENANT UNIVERSITY
CANAANLAND, KM 10, IDIROKO ROAD
P.M.B 1023, OTA, OGUN STATE, NIGERIA
COLLEGE: SCIENCE AND TECHNOLOGY
DEPARTMENT: MATHEMATICS
SESSION: 2015/2016 {EXAMINATION} SEMESTER: OMEGA
COURSE CODE: MAT 421 CREDIT UNIT: 3
COURSE TITLE: Optimization Theory TIME: 3 HOURS
INSTRUCTION: ATTEMPT ANY FOUR (4) QUESTIONS

Question1:
(a) Briefly define the term ‘optimization’ as used in applied mathematics. 5.5 marks
(b) A production firm manufactures two products viz: A and B. The required raw material, storage
space, production rates, and selling prices for these products are displaced in Table (a) below:

Table (a): The firm production data

Requirements Product A Product B
Storage space (cm2/unit) 4 5
Raw material (kg/unit) 5 3
Production rate (unit/hour) 60 30
Selling price (N /unit) 13 11

The total amount of raw material available per day for both products is 1575kg, the storage space
for all products is 1500cm2, and a maximum of 7 hours per day can be used for production while
satisfying all the constraints imposed on this problem. Note: all products must be shipped out of
the storage area at the end of the day, making the two products to share the required/available
resources; therefore, create the linear programming model (LPM), and hence, determine how many
units of each product to be produced in order to maximize total income, using the graphical method
of solution. 12 marks

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Question 2:
(a) Define the following:
(i) A local minimizer of a real-valued function f . 3.5 marks
(ii) A global minimizer of a real-valued function f . 3.5 marks

(b) Suppose f is a differentiable function on an interval I , and x o is a local minimum point of

f , then prove that x o is an end point of I . 10.5 marks

Question 3:
(a) (i). When is f , a real-valued function said to be coercive? 2.5 marks

(ii). Show that f  x1 , x2   3 x14  12 x1 x2  3 x24 is coercive. 6 marks

(b). Define an integer programming problem (IPP) and give one example. 3 marks
(c) (i). State two advantages of the dual over the primal. 2 marks
(ii) Put the following linear programming problem (LPP) in its equivalent dual form:
4marks
Max Z  6 x1  14 x2  13x3
subject to:
x1
 2 x2  x3  24
2
x1  2x2  4x3  60

with: x1  0 , x2  0 , x3  0
Question 4:
(a) Define the following:
(i). Quadratic form of a symmetric matrix. 1.5 marks
(ii). Positive definite symmetric matrix. 2 marks
(iii). Negative-semi definite symmetric matrix. 2 marks
 2 1 
(b) Prove or disprove the claim that the matrix M    is positive definite. 6 marks
 1 2 

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(c) Define the fixed point of a square matrix M . Hence, calculate the fixed point of:
 2 1 
M   if it exists. 6 marks
 1 2 
Question 5:
(a) (i). Give two advantages of the simplex method over the graphical solution method for solving
linear programming problem. 2 marks
(ii). Write short note on the following in relation to the simplex method of solving LPP.
(*) Surplus and slack variable. 2 marks
(**) Entering variable and departing variable. 2 marks
(b). Use the simplex method or otherwise to solve the dual problem of the LPP:
Min H  10x1  15x2  30x3
subject to:
x1  3x2  x3  90

2x1  5x2  3x3  120

x1  x2  x3  60

with: x1  0 , x2  0 , x3  0 11.5 marks

Question 6:
(a). Define a convex function on a convex set. 3.5 marks
(b). Why is convexity important in optimization? 2 marks
(c). Define the Hessian matrix of the function: g  X   g  x1 , x2 , , xn  2 marks

(d). Find the global minimum point of the function: f  x   x14  4 x1 x2  x24 , where x   x1 , x2 

10 marks

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 COVENANT UNIVERSITY
CANAANLAND, KM 10, IDIROKO ROAD
P.M.B 1023, OTA, OGUN STATE, NIGERIA.
COLLEGE: SCIENCE AND TECHNOLOGY
DEPARTMENT: MATHEMATICS
SESSION: 2015/2016 SEMESTER: ALPHA
COURSE CODE: MAT 421 CREDIT UNIT: 3
COURSE COORDINATOR: MR. S.O. EDEKI TIME: 3 HOURS
COURSE LECTURER(S): MR S.O. EDEKI

MARKING GUIDE_ Optimization Theory

QUESTION 1 SOLUTION

(a) Solution/Hint: 5.5 marks

Optimization can be defined as an area of mathematics that deals with the act of finding an alternative
with the most cost effective or highest achievable performance under the given constraints. It is aimed
at maximizing desired factors while minimizing undesired factors. Here, maximization means trying
to attain the highest (maximum) outcome without regard to cost or expense. In modeling of business
problems, optimization is achieved usually by using linear programming techniques (LPT) of
operations research.

(b). Solution/Hint: 12 marks

Let the unit of product A & product B be x1 and x2 respectively, with Z as the total income (to be
maximized).

Table (a): The firm production data

Requirements A-unit: x1 B-unit x2 Availability

Storage space (cm2/unit) 4 5 1500

Raw material (kg/unit) 5 3 1575
Production rate (unit/hour) 1 2 7(60)
Selling price (N /unit) 13 11
Thus, we are to:

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 Max Z  13x1  11x2
subject to:
4 x1  5x2  1500

5x1  3x2  1575

x1  2x2  420

x1  0 , x2  0
Setting the inequality signs in the constraints to equality signs gives the following coordinates:
L1 :  x1 , x2    0,300  and  375, 0  for 4 x1  5x2  1500

L2 :  x1 , x2    0,525 and  315, 0  for 5x1  3x2  1575

L3 :  x1 , x2    0, 210  and  420, 0  for x1  2 x2  420

Graphically, we have:

Coordinates  x1 , x2  Z  13x1  11x2

a  0, 0  N 0000:00
b  0, 210  N 2310:00
c  315, 0  N 4095:00
d  270, 75  N 4335:00
In conclusion, the profit is maximized at  x1 , x2    270, 75  . Award full marks for detailed
steps.

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QUESTION 2 SOLUTION

Let f : 2
 be defined on an interval I , then:

(a). Solution/Hint: 3.5 marks

A point x 0 is a local minimizer of f if  a neighbourhood N of x 0  for any point x*  N ,

f  x 0   f  x*  .
(b). Solution/Hint: 3.5 marks

A point x 0 is a global minimizer of f if for any other point x* , f  x 0   f  x* 

(b). Solution/Hint: 10.5 marks

Let I   a, b  s.t. a  x  b . We recall that minimum point is a critical point (say x 0 ) .

*. If x 0 as a minimum point is an endpoint of I or f   x 0   0, then x 0 coincides with the point

“ a ” (showing that x0  a ), so we are done.

Suppose x 0 is not an endpoint of I , that is: a  x0  b , it therefore implies that:

(i). a  x0 a  x  x  0

(ii). x 0 <b x 0
 x  b .

By hypothesis, f   x 0  exist, we need to show that f   x 0   0 .

Recall:
f  x   f  x0 
f  x 0
  lim (1)
x  x0 x  x0
But for all x sufficiently small (close) to x 0 , we have;

f  x   f  x0   f  x   f  x0   0 (2)

For case1:
a  x0 a  x  x  0
 a  x0 x  x 0
 0 (3)

Thus, putting (2) and (3) in (1) gives:

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 f  x   f  x0  0
f   x 0   lim0  lim0
x x xx 0
x x 0
Showing that:
f   x0   0 (4)

For case2:
x 0 <b x 0
 x  b   0  x  x0  x  x0  0 (5)

Thus, putting (2) and (5) in (1) gives:

f  x   f  x0 
f  x 0
  lim
x  x0 x  x0
0
 lim0
x x 0
Showing that:
f   x0   0 (6)

Combining (4) and (6) gives: f   x 0   0 . Q.E.D.

QUESTION 3 SOLUTION

(ai). Solution/Hint: 3.5 marks

n
A continuous real-valued function f defined on is said to be coercive if for any given

r  0,  M  r   lim f  x    whenever x  r  f  x   M  r  .
x 

(aii). Solution/Hint: 6 marks

Let x   x1 , x2  , then:

f  x1 , x2   f  x   3x14  12 x1 x2  3 x24

  3x14  3x24   12 x1 x2

 12 x x 
  3x14  3x24  1  4 1 2 4 
 3x1  3x2 
 4x x 
  3x14  3x24  1  4 1 2 4 
 x1  x2 

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   x x 
 lim f  x   3 lim  x14  x24   lim 1  4 lim  4 1 2 4  
x  x  x  x  x  x
  1 2 

 3 lim  x14  x24  1  0 

x 

Thus, f  x    as x   .

Hence, the function f  x  is coercive, so it has at least one global minimizers.

(b). Solution/Hint: 3 marks

A linear programming in which some or all of the variables must take non-negative integer (discrete)
values is known as integer programming problem. When all the variables are constrained to be
integers, it is called pure integer programming problem, and in case only some of the variables are
restricted to have integer values, the problem is said to be a mixed integer programming problem.
(c). Solution/Hint: 3 marks
(i). The advantage(s) of the dual over the primal.
The duality theory helps in understanding the implications of a particular linear-programming
model. Because it is often possible to solve the related linear program with the shadow prices (dual)
as the variables in place of, or in conjunction with, the original linear program (primal), thereby
taking advantage of some computational efficiencies.

(cii) . Solution/Hint: 4 marks

The equivalent dual form of the LPP:
Max Z  6 x1  14 x2  13x3
subject to:
x1
 2 x2  x3  24
2
x1  2x2  4x3  60

x1  0 , x2  0 , x3  0
is as follows:
Min Z *  24 y1  60 y2
subject to:

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 y1
 y2  6
2
2 y1  2 y2  14

y1  4 y2  13

y1  0 , y2  0

QUESTION 4 SOLUTION

4(ai) . Solution/Hint: 1.5marks

A square matrix Ann  aij  is said to be in its quadratic form if it is expressed and defined as:

QA  x   xT Ax , where x   x1 , x2 , x3 , xn  , & xT is the transpose of x.

4(aii) . Solution/Hint: 2 marks

Ann  aij  is positive definite if: QA  x   xT Ax  0 x  n

4(aiii) . Solution/Hint: 2 marks

Ann  aij  is Negative-semi definite if: QA  x   xT Ax  0 x  n

4(b) . Solution/Hint: 6 marks

 2 1   x1 
The matrix M    is symmetric (given). Let x    . Hence,
 1 2   x2 
QM  x   xT Mx

 2 1  x1 
  x1 x2    
 1 2  x2 

 2x  x 
  x1 x2   1 2 
  x1  2 x2 
 x1  2 x1  x2   x2   x1  2 x2 

 2  x12  x22   2 x1 x2

  x12  x22    x1  x2   0 x 
2 n

Thus, M is indeed a positive definite symmetric matrix (proved).

4(c) . Solution/Hint: 6 marks

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 A non-zero vector v*   v1 , v2 , v3 , vn  is called a fixed point of a square matrix M if v*

is left fixed by M .
Mathematically, v* is a fixed point of M if:
v*M  v* .
 2 1 
For M    , let v   p,1  p 
*

 1 2 
 v*M  v*
 2 1
  p,1  p      p,1  p 
 1 2 
1 1
Solving this gives: v*   p,1  p    ,  as the fixed point of the matrix.
2 2
QUESTION 5 SOLUTION

5(ai) . Solution/Hint: 2marks

The method is very easy to use. When compared to the graphical method, the simplex method has
the advantage of allowing an individual to address problems with more than two decision variables.
The algorithm of the simplex method can easily be programmed on a computer.
5(aii) . Solution/Hint: 2marks
(*.) In an optimization problem, a slack variable is a variable that is added to an inequality
constraint to transform it to an equality. When introduced, a slack variable replaces an inequality
constraint with an equality constraint and a non-negativity constraint. On the other hand, if such
variable is subtracted instead of addition, then it is called surplus variable.
Thus, given the inequalities: x  a , x  a , we have: x  s  a , x  s  a respectively for slack
and surplus variables.
5(aii) . Solution/Hint: 2marks
(**.) In simplex method, the entering variable is the variable that corresponds to the smallest (the
most negative) entry in the bottom row of the tableau while the departing variable corresponds to
the smallest non-negative ratio in the column determined by the entering variable.

5(b) . Solution/Hint: 11.5 marks

To use the simplex method or otherwise to solve the dual problem of the LPP:

13
 Min H  10x1  15x2  30x3
subject to:
x1  3x2  x3  90

2x1  5x2  3x3  120

x1  x2  x3  60

x1  0 , x2  0 , x3  0
Note: Award full marks if the following steps are followed leading to the right solution
Steps:
-the LLP is transformed to its dual form
-assign the right variables (in the objective function, and the constraints)
-check the right number of tableaux
-check the solution of the dual problem.
Thus, optimal solution is  5 / 2, 0,15 / 2  and Max value is 675.

QUESTION 6 SOLUTION

6(a) . Solution/Hint: 3.5 marks

A convex set is a set in which any line segment joining any two points in the set either lie in the
set or on the boundary of the set.
n
Let f be a real valued function defined on a convex set D on , then f is said to be convex on
D if:
f  x  1    y    f  x   1    f  y  , x, y  D,    0,1

6(b) . Solution/Hint: 2 marks

Convexity is an important tool in optimization because every solution in a convex set is a global.

6(c) . Solution/Hint: 2 marks

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Let g  X   g  x1 , x2 , , xn  be a well-defined function, then the Hessian matrix of

g  X   g  x1 , x2 , , xn  denoted by H  X g  is defined as the matrix whose elements are the

second-order partial derivatives of g  X  .

Thus,
 2 g 2 g 2 g 
 
 x1 x1x2 x1xn 
2

 2 g 2 g 2 g 
 
H  X g    x2x1 x22 x2xn 
 
 
 2 g 2 g 2 g 
 
 xn x1 xn x2 xn2 

6(d) . Solution/Hint: 10 marks

To find the global minimum point of the function: f  x   x14  4 x1 x2  x24 , where x   x1 , x2  .

Thus, for the gradient function:

 f f 
f  x    , 
 x1 x2 
  4 x13  4 x2 , 4 x1  4 x23 

At critical point, f  x   0 , hence:

 4x 3
1  4 x2 , 4 x1  4 x23    0, 0 

  x1 , x2    0, 0  ,  1, 1 , 1,1

For the global point:
f  0, 0   x14  4 x1 x2  x24  0, f  1, 1  x14  4 x1 x2  x24  2  f 1,1

 The global minimum point(s) of f  x   x14  4 x1 x2  x24 are  x1 , x2    1, 1 & 1,1

15
 COVENANT UNIVERSITY
CANAANLAND, KM 10, IDIROKO ROAD
P.M.B 1023, OTA, OGUN STATE, NIGERIA.
TITLE OF EXAMINATION: B.Sc EXAMINATION
COLLEGE: SCIENCE AND TECHNOLOGY
DEPARTMENT: MATHEMATICS
SESSION: 2015/2016 SEMESTER: OMEGA
COURSECODE: MAT 422 EXAMINATION CREDIT UNIT: 3
COURSE TITLE: DIFFERENTIAL EQUATIONS III TIME: 3 HOURS
INSTRUCTION: ATTEMPT ANY FOUR QUESTIONS

1. (a) State Chartit’s equations for solving P.D.Es with two independent variables. 7.5 marks
(b) Using Chapit’s method solve the equation, z  pq 10 marks

2. (a) Derive Monge’s equation from the problem

r  t cos2 x  p tan x  0 7.5 marks
(b) Hence obtain the complete solution of the equation in (2a) above 10 marks

3. (a)Use the method of separation of variables to solve

u u
3  2  0, u( x,0)  4e x 8 marks
x y
(b) The vibration of a stretched string of length L is governed by the equation
 2u 2  u
2
 c , c  cons tan t
t 2 x 2
 u  x
   0, u ( x, 0)  a sin , a is a constant. Obtain the value of u( x, t ) 9.5 marks
 t t L
4. (a) Form a p. d. e of all spheres of unit radius 4 marks
(b)Find the general solution of the P.D.E by using appropriate Lagrange’s multipliers.

    
x z 2  y 2 p  y x2  z 2 q  z y 2  x2  5 marks

(c) Solve the PDE:

3 z 3 z 3 z 3 z
4 2 5 2 3 0 4 marks
x3 x y xy 2 y

(d) Consider the following partial differential equation (PDE) of second order.

16
 2 z 2 z 2 z
R  S  T V  0
x 2 xy y 2

where R   ( x, y), S   ( x, y), T   ( x, y) and V  ( x, y, z, p, q) . Classify the PDE

as elliptic, hyperbolic or parabolic equations stating the pertinent condition for each
class. 4.5 marks

5. (a) Identify three of the special types of nonlinear PDEs of order one. 4.5 marks
(b) Classify each of the following equations under special types of first order nonlinear
PDEs and hence, find their complete solutions.
i. p2  q2  x  y;
ii. p 2  q  1;
iii.  p  q  z  xp  yq   1
6 marks
(c) Form the PDE by eliminating the arbitrary functions f and g from the relation
  
z  f x2  y  g x2  y  7 marks

6. (a) Find the general solution of the p. d. e

z z
cot x  cot y  cot z 4.5 marks
x y

(b) Find the integral surface of px  qy  z passing through the curve

x  y  1 and x2  y 2  z 2  25 6 marks
(c) Find the complete solution of

2 z 2 z 2 z
3  2 2  e x  2 y  8sin( x  3 y) 7 marks
x 2
xy y

17
MAT 422 MARKING GUIDE

1. (a) Let the general partial differential equation be f ( x, y, z, p, q)  0

The Charpit’s equations are

dx dy dz dp q 
    
f f f dx f f f f 0
  p q p q
p q p q x z y z

where  ( x, y, z, p, q)  0 is another reltation between the variables x, y, z and p, q

(b) f ( x, y, z, p, q)  z  pq  0 (1)

f f f f f
 q,   p,  0,  1,  0
p q x z y

Chartpit’s equations are

x y z p q 
     (2)
q p 2 pq p q 0

We choose the simplest integral involving p and q

p q
 p
   ln p  ln q  ln a, p  aq
q
(3)

From equation (1) we get

z  aq.q  aq 2
z
q
a

p  aq  az

dz  pdx  qdy , we then have

z dz 1
dz  a . zdx  dy,  adx  dy
a z a

Integrating, we have

1
2 z  ax  y  b  2 az  ax  y  a .b
a

18
2. (a) pd  ndx  sdy, dq  sdx  tdy

dp  sdy dq  sdx
r and t  (1)
dx dy

substituting for r and t in the given equation, we obtain

dq  sdy dq  sdx
t  cos 2 x  p tan x  0 (2)
dx dy

dpdy  sdy 2  dxdq cos2 x  sdx2 cos2 x  pdxdy tan x  0

or  
dpdy  dxdq cos 2 xsdy 2  pdxdy tan x  s dy 2  dx 2 cos 2 x  0

Monge’s equations are

dpdy  dxdq cos2 x  pdxdy tan x  0 (3)

dy3  dx2 cos2 x  0 (4)

(b)

Equation (4) becomes (dy  dx cos x)(dy  dx cos x)  0

i.e. dy  dx cos x  0 (5)

dy  dx cos x  0 (6)

Integrating (5) and (6), we obtain

y  s inx  A (7)

y  s inx  B (8)

(5) and (3) gives

dp  dq cos x  p tan xdx  0 (9)

or  dp sec x  p sec x tan xdx   dq  0

Integrating

p sec x  q  c (10)

sin x p sec x  q  dp sec x  p sec x tan xdx  dq

19
‘combining (5) and (10), we get p sec x  q  f1 ( y  sin x) (11)

combining (8) and (1), we obtain p sec x  q  f 2 ( y  sin x) (12)

From (11) and (12)

1
p cos x  f1 ( y  sin x)  f 2 ( y  sin x) 
2

1
q  f 2 ( y  sin x)  f1 ( y  sin x)
2

subsitituting for p and q in dz  pdx  qdy , we obtain

1 1
dz  q  f 2 ( y  sin x)  dy  cos xdx   f1 ( y  sin x)  dy  cos xdx 
2 2
1
z  f1 ( y  sin x)  f 2 ( y  sin x)
2

u u
3. (a) U  XY ,  X Y ,  XY 
x y

X Y
3 X Y  2 XY   0,3  2  c
X Y
cx
3ln X  c  ln A  X  Ae 3
and 2ln Y  cy  ln B  Y  Becy

cx cy cx cy
 
U  ABe 3 .e 2
 De 3 2

cx
u ( x, 0)  4e x  De 3  D  4, C  3
3
 x y
U  4e 2

 2u  2u
(b) U  XT ,  XT ,  X T
t 2 x 2

T  X 
XT   c 2 X T    2
c 2T X
T   c 2 p 2T  0, T  (c3 cos cpt  c4 sin xpt )

20
and X   p 2 X  0, X  (c1 cos px  c2 sin px)

U ( x, t )   c1 cos px  c2 sin px  c3 cos cpt  c4 sin cpt 

u (0, t )  c1  c3 cos pt  c4 sin pt   0  c1  0

U ( x, t )  c2 sin px  c3 cos cpt  c4 sin cpt 

u
 c2 sin px c3  cp sin cpt   c4  cp cos cpt  
t
 u 
   c2 sin px(c4cp)  0
 t t 0

c2c4cp  0  c4  0
Hence u ( x, t )  c2c3 sin px cos cpt , u ( L, t )  c2c3 sin pL cos pt  0
 sin pL  0  sin n

n
pL  n , p  , n an integer
L

n x n ct
U ( x, t )  c2c3 sin cos
L L
n x x
U ( x, 0)  c2 c3 sin  a sin  c2c3  a, n  1
L L
x  ct
U ( x, t )  a sin cos
L L

4. (a) Let the center of the sphere be (a, b, c ) and the radius as 1, the equation is of the form

 x  a   y  b   z  c 1
2 2 2

(1)

a and b are arbitrary constants.

Differentiate (1) partially w.r.t. x and y to get

2  x  a   2  z  c  p  0 , 2  y  b   2  z  c  q  0 the equations can be written as

 x  a  p  z  c  0
(2)

21
 y  b  q  z  c  0
(3)

Again, differentiating (2) and (3) w.r.t. x and y, we obtain

2 z p2  1
1  p2   z  c   0 , this equal to  z  c 
x 2 r
(4)

2 z
1  q2   z  c   0 = 1  q2   z  c  t  0
y 2

(5)

Differentiating (2) partially w.r.t. y, we obtain

2 z
pq   z  c   0 = pq   z  c  s  0
xy
(6)

Then we have

p( p 2  1) q( p 2  1)
 x  a  and  y  b  
r r
using the results in (1), we obtain

p 2 ( p 2  1)2 q 2 ( p 2  1)2 ( p 2  1)2

2
 2
 2
 1  ( p 2  1)2 ( p 2  q 2  1)  r 2
r r r
Isolating (z-c) in (4) and (5) and equating them we get the p.d.e as

p2  1 q2  1

r t

(b) Lagrange subsidiary equations are

dx dy dz
 

x x y22

y x z
2 2

z y  x2
2
  
(1)

1 1 1 
Using the multipliers  , , & x, y, z  , each of the ratios in (i) equal to
x y z 

22
 1 1 1
dx  dy  dz
x y z xdx  ydy  zdz
& 2 2 giving
z y x z  y x
2 2 2 2 2 2
x ( z  y )  y 2 ( x2  z 2 )  z 2 ( y 2  x2 )
2

1 1 1
dx  dy  dz  0, xdx  ydy  zdz  0
x y z

integrating, we have

log x  log y  log z  log c1 , xdx  ydy  zdz  c2

log( xyz )  log c1 , x 2  y 2  z 2  c2

The general solution is

  xyz, x 2  y 2  z 2   0

where  is an arbitrary function

(c) Solve the PDE:

3 z 3 z 3 z 3 z
 4  5  2 0
x3 x 2y xy 2 y 3
The PDE can be written as:

D 3
x 
 4 Dx2 Dy  5Dx Dy2  2 Dy3 z  0 .

The auxiliary equation is given by

m3  4m2  5m  2  0  (m 1)2 (m  2)  0

The roots of the auxiliary equation are: m  1,1, 2

The general solution is therefore: 1 ( y  x)  x2 ( y  x)  3 ( y  2 x)

(c) Consider the following partial differential equation (PDE) of second order.

2 z 2 z 2 z
R  S  T V  0
x 2 xy y 2

where R   ( x, y), S   ( x, y), T   ( x, y) and V  ( x, y, z, p, q) . Classify the PDE

into elliptic, hyperbolic and parabolic equations stating the pertinent condition for each
class.

23
 2 (a) Identify three of the special types of nonlinear PDEs of order one.
i.Equations of the form f ( p, q)  0 i.e. equations containing p and q only.
Equations of the form f ( z, p, q)  0 i.e. equations not containing x and y
ii.
iii.Equations of the form f ( x, y)  f ( y, q) i.e. equations not involving z and the terms
containing x and p can be separated from those containing x and y
iv. Clairaut’s form: Equations of the form z  px  qy  f ( p, q). An equation analogous to Clairaut’s
ordinary differential equation y  px  f ( p)
(b)

i. p2  q2  x  y;

The equation is of the form f ( x, p)  f ( x, q) (variable separable)

We equate the equation to a, which is an arbitrary constant, we have
p 2  x  y  q 2  a  p 2  x  a, y  q 2  a
p  a  x, q  y  a
using these in dz  pdx  qdy , we obtain
dz  a  xdx  y  ady
Integrating, we obtain
3 3
2
z  (a  x) 2  ( y  a) 2  b
3
ii. p  q  1;
2

The equation is of the form f ( p, q)  0 , it contains p and q only.

The complete solution is given by z  ax  by  c
a2  b  1  b  a2 1
then
z  ax  (a 2  1) y  c
iii.  p  q  z  xp  yq   1
We can express the pde as
1 1
z  xp  yp   z  xp  yp 
pq pq
z  px  qy  f ( p, q)
The pde is of the form (called Clairaut’s form of pde)
The complete solution of the equation is given as
1
z  ax  by 
ab

  
(c) z  f x 2  y  g x 2  y  (1)
Differentiating (1) w.r.t. x partially, we obtain

24
p  2 xf ( x 2  y )  2 xg ( x 2  y )  2 x  f ( x 2  y )  g ( x 2  y ) 
(2)
Differentiating (1) partially w.r.t. y, we have

q  f ( x2  y)  g ( x2  y)
(3)

Also, differentiating (2) partially w.r.t. x, we have

r  4x2 f ( x2  y)  2 f ( x2  y)  4x2 g ( x2  y)  2 g ( x2  y)

 4 x 2  f ( x 2  y )  g ( x 2  y )   2  f ( x 2  y )  g ( x 2  y ) 
(4)

Differentiating (3) partially w.r.t. y, we have

t  f ( x2  y)  g ( x2  y)
(5)

Using (2) and (5) in (4), we obtain

2p
r  4 x 2t   rx  4 x3t  p
2x

 2 z z 3  z
2
x 
x 2 x
 4 x
y 2

 0  xD 2  D  4 x3 D2 z  0 

z z
3. (a) cot x  cot y  cot z
x y

Lagrange’s subsidiary equations are

dx dy dz
  , we obtain the following ratios
cot x cot y cot z

dx dy dy dz
 , 
cot x cot y cot y cot z

integrating, we obtain

dx dy
 cot xdx   cot y dy   tan xdx   tan ydy
dy dz
 cot y dy   cot z dz   tan ydy   tan zdz

25
 sec x
log sec x  log sec y  log c1   c1
sec y
sec y
log sec y  log sec z  log c2   c2
sec z

The required p.d.e is

 sec x sec y 
f , 0
 sec y sec z 

(b) px  qy  z
(1)

The LSEs are:

dx dy dz
 
x y z

dx dy dz dy
giving  and 
x y z y

Integrating, we obtain

log x  log y  log c1 ,log z  log y  log c2

which gives

x
 c1
y
(2)

z
 c2
y
(3)

1
From (2) x  yc1 , then x  y  1  c1 y  y  1  y (1  c1 )  1, y 
1  c1

c1 1 c
From (3) z  c2 y, x  ,y ,z  2
1  c1 1  c1 1  c1

using the results above in x2  y 2  z 2  52 , we obtain

26
 2 2 2
 c1   1   c2 
       25
 1 c 
 1   1   1 
c 1 c  1

c12  c22  1  25  c1  1
2

The required integral surface is

2 2 2
x  x  z
25   1        1  25  x  y   x 2  y 2  z 2
2

 y   y  y

2 z 2 z 2 z
(c)  3  2  e x  2 y  8sin( x  3 y)
x 2 xy y 2

D 2

 3DD  2 D2 z  e x  2 y  8sin( x  3 y )

AE: m2  3m  2  0  m  2, m  1

CF: 1  y  2 x   2  y  x 

1 1
PI1 : e x2 y  e x2 y
D  3DD  2 D
2 2
3

1 4
PI 2 : 8sin( x  3 y )   sin( x  3 y )
D  3DD  2 D
2 2
5

1 4
GS: 1  y  2 x   2  y  x  + e x  2 y  sin( x  3 y )
3 5

27
 COVENANT UNIVERSITY
CANAANLAND, KM 10, IDIROKO ROAD
P.M.B 1023, OTA, OGUN STATE, NIGERIA.
TITLE OF EXAMINATION: B.Sc DEGREE EXAMINATION
COLLEGE: COLLEGE OF SCIENCE AND TECHNOLOGY
SCHOOL: NATURAL AND APPLIED SCIENCES
DEPARTMENT: MATHEMATICS
SESSION: 2015/2016 SEMESTER: OMEGA
COURSE CODE: MAT 424 CREDIT UNIT: 3
COURSE TITLE: SURVEY METHODOLOGY AND QUALITY CONTROL
INSTRUCTION: Attempt any four questions TIME: 3 HOURS

QUESTION 1
a) Suppose we want to construct a sampling plan such that the probability of acceptance is 1-α for
lots with unit percent defectives Po and the probability of acceptance is β when the quality level is
at P1. Assuming binomial sampling is appropriate; derive the formula for sample size n and
acceptance number c. 4marks

b) Given the following, n1 = 50, c1 = 2, n2 =100, and c2 = 6. If the incoming lots have fraction non-
conforming p = 5% then:
i) What is the probability of acceptance on the first sample? 2marks
ii) What is the probability of final acceptance? 51/2marks
iii) Calculate the probability of rejection on the first sample? 1marks
iv) Calculate the probability of rejection on the second sample? 1marks
v) What are the values of the rectifying inspections when N is 1000? 2marks

c) State the conditions under which acceptance sampling are commonly used? 2marks

QUESTION 2
a) Design a variable sampling plan with specified p0, p1, α, β when x ~ n(µ,δ2) i.e µ & δ2 are known.
5marks
b) What are the advantages and disadvantages of Variable sampling plan? 21/2marks

c) Write short note on each of the following:

i) Attribute Sampling Plan ii)Variable Sampling Plan
ii) Average Total Inspection iii) Inspection v) Quality 10marks

28
QUESTION 3
a) Differentiate between Shewart control chart and cumulative sum chart? 2marks

b) A hard-brake process is used in conjunction with photolithography in semiconductor

manufacturing. We wish to establish statistical control of the flow width of the resist in this process.
Twenty-five samples, each of size five wafers have been taken when we think the process is in
control. The interval of time between samples or subgroups is one hour. The flow width
measurement data (in microns) from these samples are shown in Table below.

Sample 1 2 3 4 5
Number
1 1.3235 1.4128 1.6744 1.4573 1.6914
2 1.4314 1.3592 1.6075 1.4666 1.6109
3 1.4284 1.4871 1.4932 1.4324 1.5674
4 1.5028 1.6352 1.3841 1.2831 1.5507
5 1.5604 1.2735 1.5265 1.4363 1.6441
6 1.5955 1.5451 1.3574 1.3281 1.4198
7 1.6274 1.5064 1.8366 1.4177 1.5144
8 1.4190 1.4303 1.6637 1.6067 1.5519
9 1.3884 1.7277 1.5355 1.5176 1.3688
10 1.4039 1.6697 1.5089 1.4627 1.5220
11 1.4158 1.7667 1.4278 1.5928 1.4181
12 1.5821 1.3355 1.5777 1.3908 1.7559
13 1.2856 1.4106 1.4447 1.6398 1.1928
14 1.4951 1.4036 1.5893 1.6458 1.4969
15 1.3589 1.2863 1.5996 1.2497 1.5471
16 1.5747 1.5301 1.5171 1.1839 1.8662
17 1.3680 1.7269 1.3957 1.5014 1.4449
18 1.4163 1.3864 1.3057 1.6210 1.5573
19 1.5796 1.4185 1.6541 1.5116 1.7247
20 1.7106 1.4412 1.2361 1.3820 1.7601
21 1.4371 1.5051 1.3485 1.5670 1.4880
22 1.4738 1.5936 1.6583 1.4973 1.4720
23 1.5917 1.4333 1.5551 1.5295 1.6866
24 1.6399 1.5243 1.5705 1.5563 1.5530
25 1.5797 1.3663 1.6240 1.3732 1.6887

i) Construct a table for mean, range and standard deviation values for the data? 5marks
ii) Construct mean and range chart for the data?
5marks
iii) Does the process appear to be in control, justify your conclusion with explanation?
3marks

29
(c) What are the advantages of cumulative sum chart? 11/2marks

QUESTION 4
a). Briefly define the following: Population, sample, sampling frame, census, questionnaire.
2.5marks
b). State 4 advantages of sampling over census. 2marks

c). A population consists of four members 12, 16, 6 and 8. A simple random sample of size 2 is
drawn without replacement.
(i). List all the possible samples.
𝑆 2 𝑁−𝑛
Show that; (ii). 𝐸(𝑦̅) = 𝑌̅ (iii). 𝑣𝑎𝑟(𝑦̅) = 𝑛 ( 𝑁 ) (iv). 𝐸(𝑠 2 ) = 𝑆 2 6marks

d). The survey of households affected by power outages in 3 towns.

Town Population Sample Affected houses
Town A 14,000 2,000 480
Town B 16,000 1,200 640
Town C 20,000 1,800 810
(i). Calculate the 95% confidence limits of the proportion of the total houses affected by the power
outage. (ii). From (i), estimate the total houses affected by the outages. 7marks

QUEESTION 5
a). State any 5 reasons why sampling is needed 2.5marks

b). Write short note on quota sampling and simple random sampling. 4marks
c). There are 1000 residents in a community. A simple random sample of 50 residents of this
community showed 20 registered members of PDP.
Give a 95% confidence interval for the total number of PDP members in the community. 4marks
d). The Director of academic planning of a university wishes to conduct a sample survey on the
reading habits of the students of his institution. The following table gives the number of students in
each of the five schools/faculties of the institution and the standard deviation for each
school/faculty.
School / Faculty Number of students Standard Deviation
Social sciences 5,300 8
Education 4,200 10
Engineering 1,800 20
Medicine 1,200 24
Sciences 2,500 14
A total of 600 students are to be interviewed. Determine how the sample would be allocated
among the strata using;
(a). Equal allocation (b). Proportional allocation (c). Optimum allocation. 7marks

30
QUESTION 6
a) State 10 steps in sample survey. 5 marks

b) List any 3 physical randomization devices used in generating random samples 1.5 marks

c) The table contains the data of number of household visits made by physicians during a
specified year.
Physician Number of Physician Number of Physician Number of
visits visits visits

1 5 10 22 19 37

2 0 11 0 20 0

3 1 12 5 21 8

4 4 13 6 22 0

5 7 14 4 23 0

6 0 15 8 24 1

7 12 16 0 25 0

8 0 17 7

9 0 18 0

(a). Take a systematic sample of one in five physician and list five possible systematic samples. (b).
For each of the 5 samples, calculate 𝑦̅ , 𝑦 , 𝑝 and tabulate them. (c). Calculate the population
parameters 𝑌̅ , 𝑌 , 𝑃. (d). Show that 𝐸[𝑦̅] = 𝑌̅ , 𝐸[𝑦̂] = 𝑌 , 𝐸[𝑝̂ ] = 𝑃 (e). Calculate the standard
errors of 𝑦̅ , 𝑦̂ , 𝑎𝑛𝑑 𝑝 11marks

31
 COVENANT UNIVERSITY
CANAANLAND, KM 10, IDIROKO ROAD
P.M.B 1023, OTA, OGUN STATE, NIGERIA.
TITLE OF EXAMINATION: B.Sc EXAMINATION
COLLEGE: Science & Technology
SCHOOL: Natural & Applied Sciences
DEPARTMENT: Mathematics
SESSION: 2014/2015 SEMESTER: Omega
COURSE CODE: MAT 424 CREDIT UNIT: 3
COURSE TITLE: Survey methods & Quality control
COURSE COORDINATOR: Mr. Odetunmibi O.A.
COURSE LECTURERS: Mr. Odetunmibi O.A. & Mr. Okagbue H.I
MARKING GUIDES

QUESTION ONE
TOPIC: ACCEPTANCE SAMPLING PLAN
A) Suppose we want to construct a sampling plan such that the probability of acceptance is 1-α
for lots with unit percent defectives, P0 and the probability of acceptance is β when the quality level
is at P1.

Assuming binomial sampling is appropriate, the sampling size n and acceptance number c are the
solution of the following equations

𝑃𝑎1 = ∑𝑐𝑑=0(𝑛𝑑) 𝑃0𝑑 (1 − 𝑃0 )𝑛−𝑑 ≥ 1 − 𝛼 … (𝑖)

1/2mark
𝑃𝑎2 = ∑𝑐𝑑=0(𝑛𝑑) 𝑃1𝑑 (1 − 𝑃1 )𝑛−𝑑 ≤ 𝛽 … (𝑖𝑖)
1/2mark
Equation (i) and (ii) can be solved to get n and c to satisfy the inequality.

Owing to the discrete nature of binomial distribution, it will not be easy to satisfy equation (i) and
(ii) appropriately. If we replace the binomial term with a poisson distribution we have:

𝑒 −𝑛𝑝0 (𝑛𝑝0 )𝑑
𝑃𝑎1 = ∑𝑐𝑑=0 𝑑!
≥1−𝛼 … (𝑖𝑖𝑖)
1/2mark

32
 e  np1 (np1 ) d
c
Pa 2   (iv)
d 0 d!
1/2mark
The cumulative Poisson distribution can be related to the cumulative χ2 – distribution, since we can
show through integration by part that:
𝑐 ∞
𝑒 −𝑚 𝑚𝑑 1
∑ = ∫ 𝑒 −𝑡 𝑡 𝑐 … (𝑣)
𝑑! 𝑐!
𝑑=0 −∞
𝑒 −𝑚 𝑚𝑑
∑𝑐𝑑=0 = 𝑝𝑟𝑜𝑏. {𝜒 2 > 2𝑚/2𝑑 𝑑. 𝑓}
𝑑!
1/2mark
Substitute prob. {χ2 > 2m/2d d.f } in equation (iii) and (iv)

∴ P {χ2 > 2np0/2d d.f } ≥ 1-α (vi)

P {χ2 > 2np1/2d d.f } < β (vii)

1/2mark

From the above two equations we have:

2𝑛𝑝0 ≤ 𝜒𝛼2
2
2𝑛𝑝1 ≥ 𝜒1−𝛽
Solving for n:
𝜒𝛼2
𝑛 ≤
2𝑝0
2
𝜒1−𝛽
𝑛 ≥ 2𝑝1
1/2mark
2 2
𝜒1−𝛽 𝜒𝛼
≤ 𝑛 ≤
2𝑝1 2𝑝0
1/2mark

B) Given: n1=50, c1=2, n2=100, c2=6 and p =0.05

i) PROBABILITY OF ACCEPTANCE ON THE FIRST SAMPLE:

Pa1 = d1 ≤ c1
1/2mark

=P(d1 ≤ c1)
c1
n 
pa1    1  p d1 q n1 d1
d1  0  d1 

1/2mark

33
 2
 50 
pa1     (0.05)d1 (0.95)50d1
d1  0  d1 

 50   50 
pa1    (0.05)0 (0.95)500  ...    (0.05) 2 (0.95)502
0  2 

Pa1  0.5405
1mark

Bii) PROBABILITY OF FINAL ACCEPTANCE

We first obtain the probability of acceptance based on the second sample which is:

Pa2 = C1 < d1 ≤ C2) or d1 + d2 ≤ C2

1/2mark

FIRST CONDITION

When d1 = 3, d2 = 0, 1, 2, 3

 50  3
100 
  (0.05) (0.95)    d  (0.05) (0.95)
3 50 3 d2 100  d 2

3  d2 0  2 

1/2mark

 50  50 3
 100  100  100  
  (0.05) (0.95)     (0.05) (0.95)    (0.05) (0.95)  ...  
3 0 100 1 99 3 97
 (0.05) (0.95) 
3  0  1  3  

0.0567.
1/2mark

SECOND CONDITION

When d1 = 4, d2 = 0, 1, 2,

 50  2
100 
  (0.05) 4
(0.95) 50  4
  
d2
 (0.05) (0.95)
100  d 2

 
4 d2 0  2 
d
1/2mark

 50  50  4
 100  100  
  (0.05) (0.95)     (0.05) (0.95)  ...  
4 0 100 2 98
 (0.05) (0.95) 
4  0  2  

34
 0.015356.
1/2mark

THIRD CONDITON

When d1 = 5, d2 = 0, 1,

 50  1
100 
  (0.05) 5
(0.95) 50 5
  
d2
 (0.05) (0.95)
100  d 2

 
5 d2 0  2 
d
1/2mark

 50  50 5
 100  100  
  (0.05) (0.95)     (0.05) (0.95)  
5 0 100 1 99
 (0.05) (0.95) 
5  0  1  

0.00244.
1/2mark

FOURTH CONDITION

When d1 = 6, d2 = 0,

 50  50 6
 100  
  (0.05) (0.95)   
6 0 100
 (0.05) (0.95) 
6  0  
0.00015387.
1/2mark

Pa 2  0.0567  0.015356  0.00244  0.00015387

Pa 2  0.07464987
1/2mark

The final probability of acceptance:

Pa  Pa1  Pa 2
Pa  0.5405  0.07464987
Pa  0.61515
1mark

1Biii) PROBABILITY OF REJECTION ON THE FIRST SAMPLE

Prj = 1 – Pa1
1/2mark
Prj = 1 – 0.5405

35
 0.4595.
1/2mark

1Biv) PROBABILITY OF REJECTION ON THE SECOND SAMPLE

Prj = 1 – Pa2
1/2mark
Prj = 1 – 0.07464987
0.9254.
1/2mark

1Bv) RECTIFYING INSPECTIONS ARE AOQ AND ATI

( N  n1 ) Pa1 P  ( N  n1  n2 ) Pa 2 P
AOQ 
N
(1000  50)(0.5405  0.05)  (1000  50  100)(0.07465  0.05)
AOQ 
1000
AOQ  0.02885
1mark

ATI  n1Pa1  (n1  n2 ) Pa 2  N (1  Pa1  Pa 2 )

ATI  (50  0.5405)  ((50  100)  0.07465)  1000(1  0.5405  0.07465)
ATI  423.075
1mark

1C CONDITIONS FOR USING ACCEPTANCE SAMPLING

a) When 100% inspection is not technically visible or possible

1/2mark
b) When testing is destructive
1/2mark
c) When the cost of 100% inspection is extremely high.
1/2mark
d) When there are many items to be inspected
1/2mark
e) When automation inspection is not used

36
QUESTION TWO
TOPIC: VARIABLE SAMPLING PLAN

A) DESIGNING A VARIABLE SAMPLING PLAN WITH SPECIFIED P0, P1, α, β

WHEN X ͠ N(µ,δ2) i.e µ & δ2 ARE KNOWN.

The basic problem in designing a plan is to find the sampling size n and the acceptance criterion
K. If L1 is given, the proportional defective is given as:

P = Pr (X < L1)
Since we assume that distribution is normal,
then, P = Pr (X < L1)
𝑥− 𝜇 𝑥− 𝐿1
= 𝑃𝑟 { 𝜎 < 𝜎
}
1/2mark
𝑥− 𝐿1
= 𝑃𝑟 {𝑍 < 𝜎
}
1/2mark
Instead of X is always convenient to use 𝑥̅
𝑥̅ − 𝐿1
𝑃 = 𝑃𝑟 {𝑍 < }
𝜎
We reject if:
𝑥̅ − 𝐿1
𝜎
< 𝑘 𝑜𝑟 𝑥̅ − 𝑘𝜎 < 𝐿1
1/2mark
and accept if:
𝑥̅ − 𝐿1
≥ 𝑘
𝜎
𝑥̅
By adding and subtracting 𝜎𝑖 where i = 0 or 1, where 𝑥̅0 is the average sample when the quality level
is P0 and 𝑥̅1 is the average sample when the quality level is P1
Then:
𝑥̅ − 𝐿1 𝑥̅𝑖 𝑥̅𝑖
+ − ≥ 𝑘
𝜎 𝜎 𝜎
𝑥̅ − 𝑥̅𝑖 𝑥̅𝑖 − 𝐿1
𝜎
+ 𝜎
≥ 𝑘
1/2mark
Multiply through by √𝑛
𝑥̅ − 𝑥̅𝑖 𝑥̅𝑖 − 𝐿1
𝜎/√𝑛
≥ (𝑘 − 𝜎
)√𝑛
1/2mark
If we denote:
𝑥̅0 − 𝐿1
= 𝑍𝑝0
𝜎
and
𝑥̅1 − 𝐿1
𝜎
= 𝑍𝑝1
1/2mark
𝑥̅ − 𝑥̅𝑖 𝑥̅0 − 𝐿1
𝑃 { ≥ (𝑘 − )√𝑛} =1− 𝛼
𝜎/√𝑛 𝜎
1/2mark

37
 
 x  xi  x L  
P  k  1 1  n  
 n 
   
1/2mark
Since,
𝑥̅ − 𝑥̅𝑖
𝜎 ~ 𝑁(0,1)
√𝑛
∴ 𝑃{𝑍 ≥ (𝑘 − 𝑍𝑝0 )√𝑛 } = 1 − 𝛼
𝑃{𝑍 ≥ (𝑘 − 𝑍𝑝1 )√𝑛 } = 𝛽
1/2mark
(𝑘 − 𝑍𝑝0 )√𝑛 = 𝑍1−𝛼
(𝑘 − 𝑍𝑝1 )√𝑛 = 𝑍𝛽
√𝑛(𝑘 − 𝑍𝑝0 ) = −𝑍𝛼 … (𝑖)
√𝑛(𝑘 − 𝑍𝑝1 ) = 𝑍𝛽 … (𝑖𝑖)
1/2mark
From equation (i),
(𝑘 − 𝑍𝑝0 ) = −𝑍𝛼 /√𝑛
𝑘 = 𝑍𝑝0 −𝑍𝛼 /√𝑛
1/2mark
Substitute for k in equation (ii)
√𝑛(𝑍𝑝0 −𝑍𝛼 /√𝑛 − 𝑍𝑝1 ) = 𝑍𝛽
(𝑍𝑝0 −𝑍𝛼 /√𝑛 − 𝑍𝑝1 ) = 𝑍𝛽 /√𝑛
1/2mark
Factorize:
𝑍𝛽
(𝑍𝑝0 − 𝑍𝑝1 ) = + 𝑍𝛼 /√𝑛
√𝑛
1
(𝑍𝑝0 − 𝑍𝑝1 ) = 𝑛 (𝑍𝛽 + 𝑍𝛼 )
√
1/2mark
1 𝑍𝑝0 − 𝑍𝑝1
=
√𝑛 𝑍𝛽 + 𝑍𝛼
𝑍𝛽 +𝑍𝛼
√𝑛 = 𝑍
𝑝0 −𝑍𝑝1
1/2mark
2
𝑍𝛽 + 𝑍𝛼
𝑛 = ( )
𝑍𝑝0 − 𝑍𝑝1
2
𝑍𝛽 +𝑍𝛼
∴ 𝑛 ≥ (𝑍 )
𝑝0 −𝑍𝑝1
1/2mark

2B) ADVANTAGES OF VARIABLE SAMPLING PLAN.

1) It requires a smaller sample size compare to attribute sampling plan.

1/2mark

38
 2) Variables sampling plan provide additional information in that it does not only reveal
whether an item is satisfactory or not but also tells us how good or how bad or how poor
the items happen to be. 1/2mark

DIS-ADVANTAGES OF VARIABLE SAMPLING PLAN

1) It is theoretically possible although not very likely by the variable criteria to reject a lot that
contains few defectives item.
1/2mark
2) Separate plan must be employed for each quality characteristics.
1/2mark
3) The quality characteristics distribution must be of the specified form.
1/2mark

2C)

2C i) ATTRIBUTES SAMPLING PLAN: These are quality characteristics that are

expressed on go-no-go bases e.g. “good or bad”, “defective or non-defective”.
11/2marks

ii VARIABLE SAMPLING PLAN: These are quality characteristics that are

measures on numerical scales or figures arising from random examination of the sample of the
product. For example, hardness, dimension, tensile strength e.t.c.
11/2marks

iii AVERAGE TOTAL INSPECTION: This is an evaluation tool that plots the total
amount of inspection of an acceptance sampling plan versus the lot fraction defective.
11/2marks

iv INSPECTION: This concerns estimating to what degree of output conforms with

specifications. Inspection may be in the form of selecting samples from products and measuring
the various specifications using standard gauges or continuous testing under actual operating
conditions using some statistical analysis. 11/2marks

v QUALITY: Quality is defined as the conformance to the specification of the

producer and to the requirement, need and expectation of the customer.
11/2marks

QUESTION THREE
TOPIC: CONTROL CHART

39
3A) Cumulative sum chart is primarily used to maintain current control of process. CUSUM chart
was proposed as an alternative to the Shewart control chart because Shewart control chart has a
disadvantage of only using information about the process contain in last plotted point and ignores
those given by the earlier sequence of points.
2marks
3Bi)
Sample 1 2 3 4 5 Mean Range Standard
Numb (x) Deviation
er
1 1.323 1.412 1.674 1.457 1.691 1.5119 0.3679 0.87
5 8 4 3 4
2 1.431 1.359 1.607 1.466 1.610 1.4951 0.2517 0.78
4 2 5 6 9
3 1.428 1.487 1.493 1.432 1.567 1.4817 0.1390 0.69
4 1 2 4 4
4 1.502 1.635 1.384 1.283 1.550 1.4712 0.3521 0.76
8 2 1 1 7
5 1.560 1.273 1.526 1.436 1.644 1.4882 0.3706 0.98
4 5 5 3 1
6 1.595 1.545 1.357 1.328 1.419 1.4492 0.2674 0.88
5 1 4 1 8
7 1.627 1.506 1.836 1.417 1.514 1.5805 0.4189 0.86
4 4 6 7 4
8 1.419 1.430 1.663 1.606 1.551 1.5343 0.2447 0.56
0 3 7 7 9
9 1.388 1.727 1.535 1.517 1.368 1.5076 0.35899 0.79
4 7 5 6 8
10 1.403 1.669 1.508 1.462 1.522 1.5134 0.2658 0.75
9 7 9 7 0
11 1.415 1.766 1.427 1.592 1.418 1.5242 0.3509 0.68
8 7 8 8 1
12 1.582 1.335 1.577 1.390 1.755 1.5284 0.4204 0.79
1 5 7 8 9
13 1.285 1.410 1.444 1.639 1.192 1.3947 0.4470 0.89
6 6 7 8 8
14 1.495 1.403 1.589 1.645 1.496 1.5261 0.2422 0.90
1 6 3 8 9
15 1.358 1.286 1.599 1.249 1.547 1.4083 0.3499 0.76
9 3 6 7 1
16 1.574 1.530 1.517 1.183 1.866 1.5344 0.6823 0.79
7 1 1 9 2
17 1.368 1.726 1.395 1.501 1.444 1.4874 0.3589 0.87
0 9 7 4 9
18 1.416 1.386 1.305 1.621 1.557 1.4573 0.3153 0.79
3 4 7 0 3

40
 19 1.579 1.418 1.654 1.511 1.724 1.5777 0.3062 0.89
6 5 1 6 7
20 1.710 1.441 1.236 1.382 1.760 1.5060 0.5240 0.78
6 2 1 0 1
21 1.437 1.505 1.348 1.567 1.488 1.4691 0.2185 0.88
1 1 5 0 0
22 1.473 1.593 1.658 1.497 1.472 1.5390 0.1863 0.66
8 6 3 3 0
23 1.591 1.433 1.555 1.529 1.686 1.5592 0.2533 0.76
7 3 1 5 6
24 1.639 1.524 1.570 1.556 1.553 1.5688 0.1156 0.87
9 3 5 3 0
25 1.579 1.366 1.624 1.373 1.688 1.5264 0.3224 0.88
7 3 0 2 7
x
i  37.6400 Ri  8.1302 S i  9.562

5mark

For R,
𝜀𝑅
̅=
Control limit (CL) R 𝑛
8.1302
R
25
R  0.32521
1/2mark

̅ D4
Upper Control limit (UCL) = R
= 0.32521 x 2.115
= 0.6878
1/2mark

̅ D3
Lower Control limit (LCL) = R
= 0.32521 x 0
=0
1/2mark

For x̅,
𝜀𝑥̅
Control line (CL) x̿ = 𝑛
37.6400
x
25
x  1.5056
1/2mark

41
 ̅
Upper Control limit (UCL) = x̿ + A2R
= 1.5056 + (0.577x0.32521)
= 1.69325.
1/2mark

̅
Lower Control Limit (LCL) = x̿ - A2R
=1.5056 – (0.577x0.32521)
= 1.31795.
1/2mark

THE GRAPH FOR MEAN

1.7 UCL

1.5 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
25

1.3
LCL

2marks

THE GRAPH FOR RANGE

0.69 UCL

0.33 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
24 25

42
 0
LCL
2
marks
3Biii) CONCLUSION

When the preliminary sample averages are plotted on this chart, no indication of an out of control
condition is observed. Since both graphs exhibit randomness, we would conclude that the process
is in control at the stated levels and adopt the trial control limits for use in phase II, where
monitoring of future production is of interest.
2
marks

C). ADVANTAGES OF CUMULATIVE SUM CHART

1) It is more effective in detecting relative small shift in the process than Shewart chart.
1/2mark
2) The process shift is often easy to detect usually by the change in slope of the plotted point.
1/2mark
3) It often relatively easy to detect the point at which the shift occurs.
1/2mark

QUESTION 5

a). Population.
It is the aggregate of all units in a target universe.

Census.
It is the listings of all units in a target population together with the collection of some vital
information on every unit in the population

Sample
A sample is a subset of a population selected to meet specific objectives.

Sampling Frame.
It is a complete list of the unit from which our required sample must come.

Questionnaire.
Questionnaire is a set of questions and responses including statements, with a certain order,
consistency and relevance to subject of study, designed to elicit information from respondents.

43
b). Advantages of Survey over Census.
1. Reduced Cost: If data are secured from only a small fraction of the aggregate, expenditures are
smaller than if a complete census is attempted.
2. Greater speed/saves time: Data can be collected and analyzed more quickly with a sample than
with census. This is also a vital consideration when the information is urgently needed.
3. Greater Scope: In sampling, there is time and fewer units to consider; hence the questionnaire
may be designed to cover greater grounds by including more questions that will help elicit more
information from respondents. Thus, surveys that rely on sampling have more scope and flexibility
regarding the type of information that can be obtained.
4. Greater Accuracy: Sampling may produce more accurate results than a complete enumeration.
In sample surveys, it is easier to engage enough personnel of higher calibre, train them adequately
and carefully supervise the field work than in a census.

c).

(i). Here the possible samples is 4𝐶2 = 6 𝑠𝑖𝑛𝑐𝑒 𝑁 = 4, 𝑛 = 2.

The samples are (12 ,16) (12 ,6) (12 ,8) (16 ,6) (16 ,8) (6 ,8)

SAMPLE SAMPLE 𝑆𝑎𝑚𝑝𝑙𝑒 𝑚𝑒𝑎𝑛 𝑦̅ (𝑦̅𝑖 − 𝑦̿)2 𝑠𝑖 2

NUMBER COMPOSITION
1 12 ,16 14 12.25 8
2 12 ,6 9 2.25 18
3 12 ,8 10 0.25 8
4 16 ,6 11 0.25 50
5 16 , 8 12 2.25 32
6 6 ,8 7 12.25 2
TOTAL 63 29.5 118

12+16+6+8
(ii). The population mean 𝑌̅ = = 10.5
4
∑ 𝑦̅ 63
the sample mean 𝐸(𝑦̅) = = 𝑦̿ = = 10.5 Hence 𝐸(𝑦̅) = 𝑌̅
𝑛 6
29.5
(iii). L.H.S. 𝑣𝑎𝑟(𝑦̅) = = 4.91667
6
(12−10.5)2 +(16−10.5)2 +(6−10.5)2 +(8−10.5)2
R.H.S. 𝑆 2 = = 19.6667
4−1
𝑆 2 𝑁−𝑛 19.6667 4−2
𝑣𝑎𝑟(𝑦̅) = ( )= ( ) = 4.91667
𝑛 𝑁 2 4
𝑆 2 𝑁−𝑛
Therefore; 𝑣𝑎𝑟(𝑦̅) = ( )
𝑛 𝑁
118
(iv). 𝐸(𝑠 2 ) = = 19.6667 Hence 𝐸(𝑠 2 ) = 𝑆 2
6
Note: 𝑠1 2 = (12 − 14)2 +

44
(16 − 14)2 = 8 𝑠2 2 = (12 − 9)2 + (6 − 9)2 = 18 𝑠3 2 = (12 − 10)2 +
(8 − 10)2 = 8 𝑠4 2 = (16 − 11)2 + (6 − 11)2 = 50 𝑠5 2 = (16 − 12)2 + (8 − 12)2 =
32 𝑠6 2 = (6 − 7)2 + (8 − 7)2 = 2

d). Solution.

Town 𝑁ℎ 𝑛ℎ x 𝑝ℎ
A 14,000 2,000 480 480⁄2000 = 0.24
B 16,000 1,200 640 640⁄1200 = 0.53
C 20,000 1,800 810 810⁄1800 = 0.45
Total 50,000 5,000
(i). 𝑃𝑠𝑡 = 𝑊1 𝑝1 + 𝑊2 𝑝2 + 𝑊3 𝑝3
𝑁1 16000 𝑁2 16000 𝑁3 20000
𝑊1 = = 50000 = 0.28 , 𝑊2 = = 50000 = 0.32 , 𝑊3 = = 50000 = 0.40 𝑃𝑠𝑡 =
𝑁 𝑁 𝑁
(0.28×0.24) + (0.32×0.53) + (0.40×0.45) = 0.42 We
now calculate the variance; 𝑣𝑎𝑟(𝑃𝑠𝑡 ) =
𝑝 𝑞
∑𝐿ℎ=1 𝑊 ℎ2 (1 − 𝑓ℎ ) ℎ ℎ 𝑣𝑎𝑟(𝑃𝑠𝑡 ) =
𝑛ℎ −1
𝑝1 𝑞1 𝑝 𝑞 𝑝 𝑞 𝑛 2000
𝑊 21 (1 − 𝑓1 ) 𝑛 −1 + 𝑊 22 (1 − 𝑓2 ) 𝑛 2−12 + 𝑊 23 (1 − 𝑓3 ) 𝑛 3−13 𝑓1 = 𝑁1 = 14000 =
1 2 3 1
𝑛2 1200 𝑛 1800
0.143, 𝑓2 = 𝑁 = 16000 = 0.075, 𝑓3 = 𝑁3 = 20000 =
2 3
0.09 𝑣𝑎𝑟(𝑃𝑠𝑡 ) =
(0.24)(0.76) (0.53)(0.47)
(0.28)2 (1 − 0.143) + (0.32)2 (1 − 0.075)
2000−1 1200−1
2 (1 (0.45)(0.55)
+(0.40) − 0.09) = 0.000046
1800−1
We now compute the confidence limits; 𝑃𝑠𝑡 ± 𝑍𝛼⁄2 𝑆𝐸(𝑃𝑠𝑡 )
𝑆𝐸(𝑃𝑠𝑡 ) = √𝑣𝑎𝑟(𝑃𝑠𝑡 ) = √0.000046 = 0.0068
𝑃𝑠𝑡 ± 𝑍𝛼⁄2 𝑆𝐸(𝑃𝑠𝑡 ) = 0.42 ± (1.96)(0.0068) = 0.42 ± 0.01 = (0.41 , 0.43).
𝑥
(ii). 𝑃 = 𝑁 , 𝑥 = 𝑃𝑁, 𝑥 = (0.41×50000 , 0.43×50000) 𝑥 = (20,500 , 21,500)

QUESTION 5

a). Need for Sampling.

1. To measure amount of data with calculated accuracy.
2. For decision making in business, for policy formulation in government.
3. When the population under study is infinite, sampling is the only possible procedure.
4. When the population is finite but very large.
5. Also the measurement of population often required the destruction of the elements in it.
Examples include; determining the tensile strength of steel wire or thread, determining the length
of life of electric bulbs, determining the tensile strength of cans. A census would mean complete
destruction which has cost implications.
45
6. It should be noted that for many types of data, the population is not accessible. Example in time
series where there is the absence of historical data.

b). Quota Sampling.

It is a non-probabilistic version of stratified sampling. In quota sampling, a population is first
segmented into mutually exclusive subgroups, just as in stratified sampling. Then judgement is
used to select the subjects or units from each segment based on a specified proportion.
In quota sampling, there is a non-random sample selection and this can be unreliable. The
problem is that the samples may be biased because not everyone gets a chance of selection.
Quota sampling is useful when time is limited; a sampling frame is not available; the research
budget is very limited or when detailed accuracy is not important.

Simple Random Sampling.

Simple random sampling is the most basic form of probability sampling, and provides the
theoretical basis for the more complicated forms.
There are two ways of taking a simple random sample: with replacement, in which the same unit
may be included more than once in the sample, and without replacement, in which all units in the
sample are distinct.

A simple random sample with replacement (SRSWR) of size n from a population of N units can
be thought of as drawing n independent samples of size 1. One unit is randomly selected from the
population to be the first sampled unit, with probability 1/N. Then the sampled unit is replaced in
the population, and a second unit is randomly selected with probability 1/N. This procedure is
repeated until the sample has n units, which may include duplicates from the population.

In finite population sampling, however, sampling the same person twice provides no additional
information. We usually prefer to sample without replacement, so that the sample contains no
duplicates
A simple random sample without replacement (SRS) of size n is selected so that every possible
subset of n distinct units in the population has the same probability of being selected as the sample.
In simple random sampling, every unit in the population has the same chance or probability of
being included in the sample. The procedure requires a carefully compiled sampling frame.

c). 𝑁=
20 𝑛 50
1000, 𝑛 = 50, 𝑝 = 50 = 0.4 , 𝑓 = 𝑁 = 1000
𝑌̂ = 𝑁𝑝 = 1000×0.4 = 400 𝑣𝑎𝑟(𝑌̂) =
𝑁 2 (1−𝑓)𝑝𝑞 50 (0.4)(0.6)
𝑣𝑎𝑟(𝑁𝑝) = = (1000)2 (1 − 1000) = 4653 𝑆𝐸(𝑌̂) =
𝑛−1 50−1
√𝑣𝑎𝑟(𝑌̂) = √4653 = 68.
Therefore the 95% confidence interval for 𝑌̂ is; 𝑌̂ ± 𝑍𝛼⁄2 𝑆𝐸(𝑌̂)
400 ± 1.96(68) = 400 ± 133 = (267 , 533).

46
d). (i). By equal allocation, we have
600
𝑛 = 𝑛1 = 𝑛2 = 𝑛3 = 𝑛4 = 𝑛5 = = 120
5
(ii). By proportional allocation, we have
𝑛 𝑁ℎ 𝑛 600
𝑛ℎ = 𝑏𝑢𝑡 = 15000 = 0.04
𝑁 𝑁
𝑛 𝑁1
𝑛1 = = 0.04×5,300 = 212
𝑁
𝑛 𝑁2
𝑛2 = = 0.04×4,200 = 168
𝑁
𝑛 𝑁3
𝑛3 = = 0.04×1,800 = 72
𝑁
𝑛 𝑁4
𝑛4 = = 0.04×1,200 = 48
𝑁
𝑛 𝑁5
𝑛5 = = 0.04×2,500 = 100
𝑁
𝑛 𝑁ℎ 𝑆ℎ
(iii). By optimum allocation, we have 𝑛ℎ = ∑𝐿
ℎ=1 𝑁ℎ 𝑆ℎ
∑5ℎ=1 𝑁ℎ 𝑆ℎ= 𝑁1 𝑆1 + 𝑁2 𝑆2 + 𝑁3 𝑆3 + 𝑁4 𝑆4 + 𝑁5 𝑆5
= 5300(8) + 4200(10) + 1800(20) + 1200(24) + 2500(14) = 184200
𝑛 𝑁1 𝑆1 600(5300)(8)
𝑛1 = ∑𝐿 = = 138
ℎ=1 𝑁ℎ 𝑆ℎ 184200
𝑛 𝑁2 𝑆2 600(4200)(10)
𝑛2 = ∑𝐿 = = 137
ℎ=1 𝑁ℎ 𝑆ℎ 184200
𝑛 𝑁3 𝑆3 600(1800)(20)
𝑛3 = ∑𝐿 = = 117
ℎ=1 𝑁ℎ 𝑆ℎ 184200
𝑛 𝑁4 𝑆4 600(1200)(24)
𝑛4 = ∑𝐿 = = 94
ℎ=1 𝑁ℎ 𝑆ℎ 184200
𝑛 𝑁5 𝑆5 600(2500)(14)
𝑛5 = ∑𝐿 = =114
ℎ=1 𝑁ℎ 𝑆ℎ 184200

QUESTION 6.

a). Steps in sample survey

1. Aims and Objectives:

2. Literature Search:

3. Developing the Questionnaire:

4. Pilot Survey

5. Sampling method & Sample size Determination.

6. Total Cost Estimation:.

47
7. Manpower Training

8. The Main Survey

9. Data processing:

10. Post enumeration Surveys /Post Census Evaluation survey:

b). Physical randomization devices such as dice, coins, playing cards, RNG’s for lotteries.

c). Sample 1 1 , 6 , 11 , 16 , 21

Sample number Physician number Number of visits y

1 1 5
2 6 0
3 11 0
4 16 0
5 21 8
Total 13
∑𝑛
𝑖=1 𝑦𝑖 13 𝑁 25 ∑𝑛
𝑖=1 𝑥 2
𝑦̅ = = = 2.6 𝑦̂ = ( 𝑛 ) 𝑌 = ( 5 ) 13 = 65 𝑝 = = 5 = 0.4 Sample 2
𝑛 5 𝑛
2 , 7 , 12 , 17 , 22

Sample number Physician number Number of visits y

1 2 0
2 7 12
3 12 5
4 17 7
5 22 0
Total 24
∑𝑛
𝑖=1 𝑦𝑖 24 𝑁 25 ∑𝑛
𝑖=1 𝑥 3
𝑦̅ = = = 4.8 𝑦̂ = ( 𝑛 ) 𝑌 = ( 5 ) 24 = 120 𝑝 = = 5 = 0.6
𝑛 5 𝑛
Sample 3 3 , 8 , 13 , 18 , 23

Sample number Physician number Number of visits y

1 3 1
2 8 0
3 13 6
4 18 0
5 23 0
Total 7
∑𝑛
𝑖=1 𝑦𝑖 7 𝑁 25 ∑𝑛
𝑖=1 𝑥 2
𝑦̅ = = 5 = 1.4 𝑦̂ = ( 𝑛 ) 𝑌 = ( 5 ) 7 = 35 𝑝 = = 5 = 0.4 Sample 4
𝑛 𝑛
4 , 9 , 14 , 19 , 24

Sample number Physician number Number of visits y

48
 1 4 4
2 9 0
3 14 4
4 19 37
5 23 1
Total 46
∑𝑛
𝑖=1 𝑦𝑖 46 𝑁 25 ∑𝑛
𝑖=1 𝑥 4
𝑦̅ = = = 9.2 𝑦̂ = ( 𝑛 ) 𝑌 = ( 5 ) 46 = 230 𝑝 = = 5 = 0.8
𝑛 5 𝑛

Sample 5 5 , 10 , 15 , 20 , 25

Sample number Physician number Number of visits y

1 5 7
2 10 22
3 15 8
4 20 0
5 25 0
Total 37
∑𝑛
𝑖=1 𝑦𝑖 37 𝑁 25 ∑𝑛
𝑖=1 𝑥 3
𝑦̅ = = = 7.4 𝑦̂ = ( 𝑛 ) 𝑌 = ( 5 ) 37 = 185 𝑝 = = 5 = 0.6
𝑛 5 𝑛

SYSTEMATIC SAMPLE MEAN TOTAL PROPORTION

1 1 , 6 , 11 , 16 , 21 2.6 65 0.4
2 2 , 7 , 12 , 17 , 22 4.8 120 0.6
3 3 , 8 , 13 , 18 , 23 1.4 35 0.4
4 4 , 9 , 14 , 19 , 24 9.2 230 0.8
5 5 , 10 , 15 , 20 , 25 7.4 185 0.6

(c). Population Total; 𝑌 = 5 + 0 + 1+. . . . . . +1 + 0 = 127

127
Population Mean; 𝑌̅ = = 5.08 25
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑛𝑜𝑛 𝑧𝑒𝑟𝑜 𝑣𝑖𝑠𝑖𝑡𝑠 14
Population proportion; 𝑃 = = 25 = 0.56
𝑡𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑣𝑖𝑠𝑖𝑡𝑠
1
(d). 𝐸[𝑦̅] = (5) (2.6 + 4.8 + 1.4 + 9.2 + 7.4) = 5.08 = 𝑌̅
Hence 𝐸[𝑦̅] = 𝑌̅ .
1
𝐸[𝑦̂] = (5) (65 + 120 + 35 + 230 + 185) = 127 = 𝑌 Hence
𝐸[𝑦̂] = 𝑌.
1
𝐸[𝑝̂ ] = (5) (0.4 + 0.6 + 0.4 + 0.8 + 0.6) = 0.56 = 𝑃 Hence
𝐸[𝑝̂ ] = 𝑃.

(e).

49
 1 2
(i) 𝑆𝐸(𝑦̅) = √4 ∑(𝑦̅ − 𝐸(𝑦̅))
1
𝑆𝐸(𝑦̅) = √4 [(2.6 − 5.08)2 + (4.8 − 5.08)2 + ⋯ + (7.4 − 5.08)2 ] = 3.245

1 2
(ii). 𝑆𝐸(𝑦) = √4 ∑(𝑦 − 𝐸(𝑦))
1
𝑆𝐸(𝑦̅) = √4 [(65 − 127)2 + (120 − 127)2 + ⋯ + (185 − 127)2 ] = 82.133

1 2
(iii). 𝑆𝐸(𝑝) = √4 ∑(𝑝 − 𝐸(𝑝))

1
𝑆𝐸(𝑦̅) = √4 [(0.4 − 0.56)2 + (0.6 − 0.56)2 + ⋯ + (0.6 − 0.56)2 ] = 0.1673

50
 COVENANT UNIVERSITY
CANAANLAND, KM 10, IDIROKO ROAD
P.M.B 1023, OTA, OGUN STATE, NIGERIA.
TITLE OF EXAMINATION: B.Sc EXAMINATION
COLLEGE: SCIENCE AND TECHNOLOGY
DEPARTMENT: MATHEMATICS
SESSION: 2015/2016 SEMESTER: OMEGA
COURSE CODE: MAT 425 EXAMINATIOIN CREDIT UNIT: 3
COURSE TITLE: SYSTEMS THEORY TIME: 3 HOURS
INSTRUCTION: ATTEMPT ANY FOUR QUESTIONS

1. (a) State and prove the existence theory for the initial value problem x  f ( x, t ), x(t0 )  x0 in

the region D   x, t  : x  x 0  b, t  t0  a
7 marks

(b) Determine 𝛿 for the first differential equation of the form

 1 
 
x  t  sin x  e 1 x 
, x(0)  1.(a  b  1) 3 marks

(c) Determine 𝛿 for

(i) X   x, x(0)  1, t  t0  2, x  x0  4 3.5 marks

 x2  t 
(ii) X     , x(0)  2, t  t0  1, x  x0  3
 x6  4 marks

2. (a) State without prove the Gronwall’s inequality for the problem 𝑥 1 = f(x, t), x (𝑡0 ) = 𝑥0 in the
region

D   x, t  : x  x0  b, t  t0  a
5 marks

(b) Construct Picard iterates of the initial value problems and determine if they converge to the
exact solution

x  2tx, x(0)  1 7 marks

(c) Show that the of the origin of the system is stable by constructing a suitable Lyapunov function

51
 x   x  y  xy, y  x  y  x2  y3 5.5 marks

3. (a) Assume that X ( x, t ) is continuous and satisfies the Lipschitz condition on the interval
t  a  T x, y . Prove that the initial value problem
dX
 f ( X , t) X (0)  X 0 7 marks
dt
has a unique solution on the interval t  a  T

(b) When is a vector-valued function X(x, t) said to satisfy Lipschitz constant 5 marks

(c ) Let D  and let f ( x, y)  x2  2 y ( x, y)  D . Show that f satisfies Lipstchitz

2

condition. 5.5 marks

4. (a) Prove that a function X ( x, t ) which has continuous partial derivatives on a bounded closed
convex domain D satisfies a Lipschitz condition in R 6.5 marks

(b) Determine the uniqueness of the solution of the following IVPs

(i) x  x, x(0)  1 (ii) x  x, x(0)  0 5 marks

(c) Define a Lyapunov function. Show that the critical points of the system

x3 y3 x2 y
x  xy 2  , y   
2 2 5

is asymptotically stable 6 marks

5. (a) Use the method of elimination and determinant to find all solutions to the nonhomogeneous
system

x  2 x  y  t , x (0)  0
y   x  2 y  t 2 , y (0)  0 7 marks

(b) Define the following (i) complete state controllability, (ii) Observability (iii)Positive definite, (iv)
Negative definite, (v) Semi-positive definite 5 marks

(C) Let A be stable, and


P   etA QetAdt.
T

Then show that A  PA  Q  0

T
0 5.5 marks

6. (a) Construct the Picard iterates of the initial value problems .

52
 y  (ty)2 , y(0)  2
6.5 marks

Obtain the exact solution and hence evaluate y (0.2) for

y1 , y2 & y3

(b) By applying the stability theorem determine the stability of

x  4x  3 y, y  8x  y
5 marks

(c) Let x  2 xy, y   x  y  xy  y3

Show that the critical points are (0,0);(0,1);(0, 1) 6 marks

53
MAT 425 MARKING GUIDE

1. (a)

Let f (x,t ) be lipschitz continous in x with Lipschitz constant k on the region D of

all points (x,t ) satisfying the inequalities t  t0  a, x  x0  b, then  a   0
 the initial value problem x  f ( x, t ), x(t0 )  x0 has a solution x(t ) on the interval
t  t0  

Proof: We prove the theorem in four stages

First State

 xn (t ) , n  0,1, 2,...
t
xn (t )  x0   f ( xn ( s), s)ds, n  1x0 (t )  x0
t0

t
x0 (t )  x0   f ( x0 ( s), s )ds
t0

we want to show that inequality

xn (t )  x0  b...................(1)

Clearly (1) one holds when n = 0

for n  0
t
xn (t )  x0   f ( xn1 ( s ), s )ds
t0

54
 t
xn (t )  x0   f ( xn ( s ), s )ds,
t0

taking the absolute value

t
xn (t )  x0   f ( xn ( s ), s ) ds
t0

but
f ( x, t )  M
t
xn (t )  x0  M
t0
 ds
so

 
xn (t )  x0  M s t , xn (t )  x0  M  t  t0 
t
0

 b 
xn (t )  x0  M  ,   min  a, 
 M
b
xn (t )  x0  M ,  xn (t )  x0  b
M
State Two

We want to show by induction that

Mk n 1 n
xn (t )  xn 1 (t )  (2)
n!
take n  1
t
xn (t )  x0   f ( x (s), s)ds
t0
0

t
xn (t )  x0   f ( x0 ( s), s) ds
t0
t
xn (t )  x0  M  ds  M 
t0

Mk 0
xn (t )  x0 (t ) 
1!

So n = 2 is true, we assume that n = m

Mk m1 m
xm (t )  xm1 (t )  (2)
m!

55
We now prove that n = m+1 is true

t
xm1 (t )  xm  k  xm ( s)  xm1 ( s)
t0

Mk m1 m
t
xm1 (t )  xm  k 
t0
m!

t  Mk  
m 1 m
xm 1 (t )  xm  k s t  
0
 m! 
 Mk m 1 m 
xm 1 (t )  xm  k (t  t0 )  
 m! 

 k mk m 1 m 
xm 1 (t )  xm   
 (m  1)! 
 mk m 1 
xm 1 (t )  xm   
 (m  1)! 

hence, it is true for all values of n

Stage three

We want to show that  xn (t ) converges uniformly to a limit function x(t) on the interval t  t0  

xn  x0   xn (t )  xn 1 (t )
+  xn 1 (t )  xn 2 (t )
+  xn  2 (t )  xn 3 (t )
+

  xn 2 (t )   x1 (t )  x0 

=  xk (t )  xk 1 (t )
k 1

Now,

mk m1 m mk m .k 1 m
xm (t )  xm1 (t )  , xm (t )  xm 1 (t ) 
m! m!
mk 
m m  
mk m1 m
xm (t )  xm1 (t )  ,  xm (t )  xm 1 (t )  
km ! m1 m 1 km !

56
 m   mk  
m


 xm (t )  xm1 (t )   ,  xm (t )  xm 1 (t ) 
k m1 m ! m1
m k
k
e 1  
m 1

By Weirstranss M test the series xm (t )  xm1 (t ) converges absolutely and uniformly on t  t0  

to a unique function y (t )

y (t )  lim  xn (t )  xn1 (t )  , y(t )  lim xn (t )  x0 (t )

n  n 

or
lim xn (t )  y(t )  x0  x(t )
n 

Stage four

We now show that x(t) is a solution of the problem for t  t0   . Since f ( x, t ) is continuous in x and

xn (t )  x(t ) as n   , we have

lim f ( xn (t ), t )  f ( x, t )
n 

Hence
t
x(t )  x0   f ( x( s), s )ds
t0

 1 
 
(b) x  t  sin x  e  1 x 
, x(0)  1,(a  1, b  1) t  t0  1, x  x0  1

x0  1, t0  0, t  t0  1, x  x0  1

 1  t  1,0  x  2
 1 
 
M  max  f ( x, t )  max t  sin  e  1 x 

1

 1  sin 2  e 3

 1  0.34899496  0.71653131  0.318368185

Now

57
  min  a,
b   1 
  min  1,   min 1,3.141017368
 M  0.318368185 
 1

(c) i

x  x, x (0)  1, t  t0  2, x  x0  4
 x0  1, t0  0, 2  t  2, 3  x  5 M  max ( f ( x, t )  max x
 max 5  5

  min  a ,
b 

 M
 4 4
 min  2,  
 5 5

ii

x2  t
x  , x(0)  2, t  t0  1, x  x0  3
x6
solution
 x0  2, t0  0, 1  t  1, 1  x  5
x2  t 25  1
M  max f ( x, t )  max  max  26  26
x6 56

2. (a)

Gronwall Inequality: Let x(t) be a continuous and non-negative function and suppose that
t
x(t )  A  B  x( s)ds
t0

Where A and B are positive constants for all values of t  t0   , then x(t )  AeB ( t t0 ) ,  t in the interval
t  t0   .

(b)

58
x  2tx, x (0)  1
t
X n 1  x0   f  xn ( s ), s ds
t0

when n  0
t t t
s2
X 1  x0    2 sxn ds  x0    2 sx0 ds  1  2  1  t2
t0 t0
2 0

When n = 1

t
t t
 s2 s4  t4
X 2  1  2 s 1  s ds  1  2   s  s ds  1  2     1  t 2 
2 3

t0 t0  2 4 0 2

When n = 2

t
t
 s4 
t
 s5   s2 s4 s6 
X 3  1  2  s  1  s 2  ds  1  2   s  s 3  ds  1  2    
t0 
2 t0 
2  2 4 12  0
t4 t6
 1  t2  
2 6

When n =3
t
t
 s4 s6 
t
 s5 t 7   s 2 s 4 s 6 s8 
X 4  1  2  s  1  s   ds  1  2   s  s 3   ds  1  2     
2

t0 
2 6 t0 
2 6  2 4 12 24  0
t 4 t 6 t8
 1 t   
2

2 6 24
t 2
t 4 t6 t8 ( 1) k t 2 k
X n (t )  1      
1! 2! 3! 4! k!
since this is an alternating series

t 2n
lim  0 for t  .The series is
n  n !

bounded and therefore it is convergent.

( 1)k t 2 k

In fact lim   et
2

n  k!
k 0

EXACT SOLUTION

59
dx dx dx t2
 2tx   2tdt    2  tdt  ln x  2  c
dt x x 2
x  e  t  c  e  t ec  x  Ae  t  t  0, x  1  1  e0 A
2 2 2

so,
x  e  t  at t  0.2   x  e(0.2)  0.960789439
2 2

(c)

x   x  y  xy
y  x  y  x 2  y 3

v ( x, y )  x 2  y 2
v  2 x  2 yy  2 x (  x  y  xy )  2 y ( x  y  x 2  y 3 )
 2 x 2  2 xy  2 x 2 y  2 yx  2 y 2  2 yx 2  2 y 4
 2( x 2  y 2 )  4 yx  2 y 4
 v( x, y )  0x, y  R

Hence, the system is asymptotically stable.

dX
3. (a)  f ( X , t) X (0)  X 0
dt (1)
Proof:
Suppose X  x(t ) and Y  y(t ) are two solutions of equation (1), then
t t
x(t )  x0   F ( x(s), s)ds and y(t )  x0   F ( y( s), s)ds
t0 t0
Then
t t
x(t )  y(t )   F ( x(s), s)ds   F ( y (s), s)ds
t0 t0
t t
x(t )  y (t )   F ( x( s), s)   F ( y ( s), s) ds
t0 t0
t
x(t )  y(t )   F ( x(s), s)  F ( y( s), s) ds
t0

f f
Because the partial derivatives and are all bounded their exists some k > 0 such that
x y
f f
 k and k
y y

60
t

 F ( x(s), s)  F ( y(s), s) ds  k x(s)  y(s)

t0
t
x(t )  y(t )   ( x(s))  F ( y(s)) ds
t0

Let
v(t )  x(t )  y(t ), then
t
v(t )  k  v( s)ds
t0

Using Gronwall inequality  x(t )  A  0 y(t )  Ae B ( t  t0 )


and letting A , B  k we obtain
v(t )   ek (t t0 ) .
Again, letting   0 , we obtain
v(t )  0, v(t )  0
 0  x(t )  y (t )
 x(t )  y (t )
This means that the two solutions are identical, and therefore there is only one solution to the initial value
proble. That is it is unique.

(b) A vector-valued function x(x,t) is said to satisfy a Lipchitz condition in region R in (x, t)-space if, for
some constant L (called the Lipchitz constant) we have

x ( x, t )  x ( y , t )  L x  y
whenever ( x, t )  R and (y,t)  R

and let f ( x, y)  x  2 y ( x, y)  D
2
(c) D 2

Consider

f (t , u )  f (t , v)  (t 2  2u )  (t 2  2v)
 2 u v

so f satisfies Lipschtz condition on D 

2
with L = 2

4. (a) Proof: By the fundamental theorem of calculus, for all

(t , u),(t, v)  D

We have

61
 f
u
f (t , u )  f (t , v)   (t , y )dy
v
y
Taking the absolute value, we obtain
f
u
f (t , u )  f (t , v)   y (t , y)dy
v

f
u
f (t , u )  f (t , v)   y (t , y) dy
v
u
f (t , u )  f (t , v)   kdy  k u  v
v

(b) i. x  x, x(0)  1
Solution by by Picard iteration
n0
t
X 1  x0   1ds  1  t
0

n 1
t
t2
X 2  x0   1  s  ds  1  t 
0
2!
t2
X (t )  1  t    et
2!
Solution by direct integration
dx dx
 x
x 
 dt  ln x  t  c
dt
x  Aet
Applying the condition we obtain
X  et
since the two solutions are equal, it is unique

ii.
x  x , x(0)  0
Solution by by Picard iteration

62
n0
t
X 1  x0   0ds  0
0

n 1
t
X 2  x0   0ds  0
0

X (t )  0
Solution by direct integration
dx dx
 x   1   dt  2 x  t  c
dt
x2
t
 x
2
Applying the condition we obtain
t2
X
4
since the two solutions are unequal, it is not unique

5 (a)

x  2 x  y  t, x(0)  0 (1)

y  x  2 y  t 2 , y(0)  0 (2)

From (2) x  y  2 y  t 2 (3)

And x  y  2 y  2t (4)

From (1) y  2 y  2t  2( y  2 y  t 2 )  y  t

i.e. y  4 y  3 y  2t 2  3t (5)

The complementary solution is yc  c1et  c2e3t

The particular function is

y p  at 2  bt  c , yp  2at  b , yp  2a . We then have

2a  4(2at  b)  3(at 2  bt  c)  2t 2  3t

63
 2a  4b  3c  0, 8  3b  3,3a  2
2 7 16
a   ,b   ,c  
3 9 27

2 2 7 16
Hence y  c1et  c2e3t  t  t
3 9 27

x  y  2 y  t 2
4 7 4 14 32 2
 c1et  3c2e3t  t   2c1e t  2c2e 3t  t 2  t  t
3 9 3 9 27

Applying the initial conditions x(0)  y(0)  0 , we obtain

16 11 5 1
c1  c2  , c1  c2    c2  , c1 
27 27 24 2

Therefore, we obtain

1 5 t2 2 11 1 5 2 7 16
x   et  e3t   t  , y  et  e3t  t 2  t 
2 54 3 9 27 2 24 3 9 27

DETERMINANT METHOD

 x   2 1   x   t 
 y    1 2   y    t 2  (1)
      

Finding the Eigen values from the above equation, we obtain

2 1
  2     1    1,   3
2

1 2

The complementary solutions are

xc  c1et  c2e3t (2)

And yc  x  2 x  c1et  3c2e3t  2c1et  2c2e3t  c1et  c2e3t (3)

To determine the particular functions x p and y p

 x p   a1t 2  a2t  a3 
y  2  (4)
 p   b1t  b2t  b3 

64
 xp   2a1  a2 
 y     (5)
 p   2b1t  b2 

Putting (4) and (5) into (1), we have

 2a1  a2   2 1   a1t 2  a2t  a3   t 

 2b t  b    1 2   2  2
 1 2    b1t  b2t  b3   t 

i.e.

 (2a1  a2 )t 2  (2a2  b2  2a1  1)t  2a3  b3  a2   0 

  
 1
( a  2b1  1) t 2
 ( a 2  2b2  2b1 ) t  a 3  2b3  b2   0
2
Equating the coefficients of t , t and constant to zero, we have

1 2 11 2 7 16
a1  , a2  , a3  , b1   , b2   , b3  
3 9 27 3 9 27

t 3 2t 11 2t 2 7t 16
x  c1et  c2e3t    , y  c1et  c2e3t   
3 9 27 3 9 24

1 5
Applying the initial conditions, we obtain c1  , c2 
2 54

et 5 3t t 3 2t 11 et 5 2t 2 7t 16
x  e    , y   e3t   
2 54 3 9 27 2 54 3 9 24

(b)

Complete state controllability (or simply controllability if no other context is given) describes the ability of
an external input to move the internal state of a system from any initial state to any other final state in a
finite time interval.

(ii) Observability: It is a measure of how well internal states of a system can be inferred by knowledge of its
external outputs. Or a system is said to be observable if, for any possible sequence of state and control
vectors, the current state can be determined in finite time using only the outputs (this definition is slanted
towards the state space representation)

65
(iii) Positive definite: Let ( x, y) be a continuous real valued functions on the xy -plane with continuous
first partial derivatives. Let D be the region containing the origin and suppose that v (0, 0) = 0 and
V ( x, y )  0 for all other points ( x, y) in D. Then V ( x, y ) is said to be positive definite in D.

(vi) Negative definite: Let ( x, y) be a continuous real valued functions on they x, y -plane with continuous
first partial derivatives. Let D be the region containing the origin and suppose that v (0, 0) = 0 and
V ( x, y )  0 for all other points ( x, y) in D. Then V ( x, y ) is said to be positive definite in D.

(v) Semi negative definite: Let ( x, y) be a continuous real valued functions on the x, y -plane with
continuous first partial derivatives. Let D be the region containing the origin and suppose that v (0, 0) = 0
and V ( x, y )  0 for all other points ( x, y) in D. Then V ( x, y ) is said to be semi negative definite in D.

(c)


T

0

A P  PA   AT etA QetA  etA QetA A dt
T T


 
d T 
   etA QetA  dt  etA QetA  Q
T

0 
dt 0

 AT P  PA  Q
AT P  PA  Q  0

6 (a)

y  (ty )2  t 2 y 2 , y (0)  2
f (t , y )  t 2 y 2 , t0  0, y0  2
t
k 1  0   f ( s, k ( s ))ds  0  2
t0

When n = 0

t t
4s3 4t 3
1  2   s  2 ds  2 
2 2
 2
t0
3 3
0

When n = 1

66
 t
t
 4s3   4 s 3 16s 3 16s 9 
2 (t )  2   s  2 
2
ds  2    
t0  3   3 18 81  0
4t 3 16t 3 16t 9
  
3 18 81

When n = 2

2
t
 s 3 8s 6 16s 9 
3  2   s 2  4 
2

81 0
ds
0  3 9

t 3 8t 6 8t 9 8t12 128t15 64t18 256t 21

3  2  4      
3 9 81 27 1215 6561 137781

4(0.2)
1 (0.2)  2   1.991
3

EXACT SOLUTION

dy
 t 2 y 2 , y (0)  2
dt
dy 1 t3
 y2        c (t  0, y  2)
2
t dt
y 3
1 1
  0c  c  
2 2
3
1 t 1 6
    y 3
y 3 2 2t  3
6 6
y (0.2)    1.98938992
2(0.2)  3 3.016
3

(b) x  4 x  3 y, y  8x  5 y

 X    4 3    0   4   3 
 Y   8 5    0    0   8 5   
0
      

9  95
 4    5     24  0,  2  9  44  0  
2

9 i 95 9 i 95
1   , 2  
2 2 2 2

67
The origin is unstable.

(c)

x  2 xy ,
y    x  y  xy  y 3
Solution
x  y   0
0  2 xy,0   x  y  xy  y 3
2 xy  0  x  0 or y  0 (0,0)
if x  0,  0   x  y  xy  y 3
0  0  y  0  y3  0  y  y3

0  y (1  y 2 )  y  0 or y 2  1, y  1
( x, y )  (0,1),(0, 1)
Hence the critical points are (0,0),(0,1) and (0, 1)
(b)
Let v  x2  y 2 , v  2 xx  2 yy
 2 x3   y 3 yx 2  2 2 2

v  2 x  xy    2 y      2x y  x  y  y x
2 2 4 4

 2  2 5  5

x y   x4  y4 
12 2 2 12 2 2
 x y  x4  y4 
5 5
 all values of v( x, y )  v, v( x, y )  0, it is asymptotically stable

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